Related papers: $H_{\infty}$-Optimal Estimator Synthesis for Coupl…
The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…
Head pose estimation (HPE) is a problem of interest in computer vision to improve the performance of face processing tasks in semi-frontal or profile settings. Recent applications require the analysis of faces in the full 360{\deg} rotation…
We study the problem of estimating the coefficients in linear ordinary differential equations (ODE's) with a diverging number of variables when the solutions are observed with noise. The solution trajectories are first smoothed with local…
Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model that must be estimated. However, high…
Most recent head pose estimation (HPE) methods are dominated by the Euler angle representation. To avoid its inherent ambiguity problem of rotation labels, alternative quaternion-based and vector-based representations are introduced.…
Peak Estimation aims to find the maximum value of a state function achieved by a dynamical system. This problem is non-convex when considering standard Barrier and Density methods for invariant sets, and has been treated heuristically by…
This work presents a convex-optimization-based framework for analysis and control of nonlinear partial differential equations. The approach uses a particular weak embedding of the nonlinear PDE, resulting in a linear equation in the space…
We propose an improved method for estimating partial differential equations and delay partial differential equations from data, using Bayesian optimization and the Bayesian information criterion to automatically find suitable…
We present a new method based on functional tensor decomposition and dynamic tensor approximation to compute the solution of a high-dimensional time-dependent nonlinear partial differential equation (PDE). The idea of dynamic approximation…
Optimal Experiment Design for parameter estimation in water networks has been traditionally formulated to maximize either hydraulic model accuracy or spatial coverage. Because a unique sensor configuration that optimizes both objectives may…
Computing the proximal operator of the sparsity-promoting piece-wise exponential (PiE) penalty $1-e^{-|x|/\sigma}$ with a given shape parameter $\sigma>0$, which is treated as a popular nonconvex surrogate of $\ell_0$-norm, is fundamental…
We present a review of methods for optimal experimental design (OED) for Bayesian inverse problems governed by partial differential equations with infinite-dimensional parameters. The focus is on problems where one seeks to optimize the…
We establish higher integrability estimates for constant-coefficient systems of linear PDEs \[ \mathcal{A} \mu = \sigma, \] where $\mu \in \mathcal{M}(\Omega;V)$ and $\sigma\in \mathcal{M}(\Omega;W)$ are vector measures and the polar…
We present an optimization-based framework for analysis and control of linear parabolic partial differential equations (PDEs) with spatially varying coefficients without discretization or numerical approximation. For controller synthesis,…
Physics-informed neural networks (PINNs) have proven a suitable mathematical scaffold for solving inverse ordinary (ODE) and partial differential equations (PDE). Typical inverse PINNs are formulated as soft-constrained multi-objective…
We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…
In this work, we present a scalable Linear Matrix Inequality (LMI) based framework to verify the stability of a set of linear Partial Differential Equations (PDEs) in one spatial dimension coupled with a set of Ordinary Differential…
We consider the problem of sensor selection for designing observer and filter for continuous linear time invariant systems such that the sensor precisions are minimized, and the estimation errors are bounded by the prescribed…
The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the spatial resolution tends to zero and the number of…
We address the problem of optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by PDEs. The goal is to find a placement of sensors, at which experimental data are collected, so as to minimize the uncertainty in…